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Copula Functions and Applications in Engineering
14 references·0 citing·34 second hop
Copula Functions and Applications in Engineering (2018)Copula Functions and Applications in Engi…Probability Distributions and Estimation of Ali-Mikhail-Haq Copula (2010)Probability Distributions and…Copula based prediction models: an application to an aortic regurgitation study (2007)Copula based prediction model…Distributions With Given Marginals and Statistical Modelling (2002)Distributions With Given Marg…Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Correlation and Dependence in…A Characterization of Quasi-copulas (1999)A Characterization of Quasi-c…Understanding Relationships Using Copulas (1998)Understanding Relationships U…Measures of Dependence and Tests of Independence (1996)Measures of Dependence and Te…A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions (1995)A Semiparametric Estimation P…Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)Statistical Inference Procedu…Thirty Years of Copulas (1991)Thirty Years of CopulasThe Joy of Copulas: Bivariate Distributions with Uniform Marginals (1986)The Joy of Copulas: Bivariate…Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données (1986)Copules archimédiennes et fam…On Nonparametric Measures of Dependence for Random Variables (1981)On Nonparametric Measures of …Ordinal Measures of Association (1958)Ordinal Measures of Associati…An Introduction to Copulas (1999)Coherent Measures of Risk (1999)The distribution of realized stock return volatility (2001)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Pair-copula constructions of multiple dependence (2007)The Econometrics of Financial Markets (2012)The Proof and Measurement of Association between Two Things (1904)A NEW MEASURE OF RANK CORRELATION (1938)Rank Correlation Methods. (1957)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)The t Copula and Related Copulas (2007)Random variables, joint distribution functions, and copulas (1973)Correlations and Copulas for Decision and Risk Analysis (1999)Copulas for Finance - A Reading Guide and Some Applications (2007)The Performance of Some Correlation Coefficients for a General Bivariate Distribution (1960)Weak convergence of empirical copula processes (2004)Estimating the tail-dependence coefficient: Properties and pitfalls (2005)Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation (2006)Regression Towards Mediocrity in Hereditary Stature. (1886)A distribution-free approach to inducing rank correlation among input variables (1982)The Asymptotic Theory of Extreme Order Statistics (1990)On Default Correlation (2000)Copula Modeling: An Introduction for Practitioners (2007)Modelling Dependence with Copulas and Applications to Risk Management (2003)Goodness-of-fit tests for copulas: A review and a power study (2007)Enjoy the Joy of Copulas: With a Packagecopula (2007)Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Transitivity frameworks for reciprocal relations: cycle-transitivity versus -transitivity (2004)Copulas: A Review and Recent Developments (2006)On the construction of copulas and quasi-copulas with given diagonal sections (2007)Efficient Estimation in the Bivariate Normal Copula Model: Normal Margins Are Least Favourable (1997)Does high forecast uncertainty preclude effective decision support? (2005)Stochastic frontier models with dependent error components (2008)
this work references cited by second hop

References

  • 2002Correlation and Dependence in Risk Management: Properties and Pitfalls1,992 cited
  • 1998Understanding Relationships Using Copulas1,258 cited
  • 1993Statistical Inference Procedures for Bivariate Archimedean Copulas1,252 cited
  • 1995A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions1,227 cited
  • 1986The Joy of Copulas: Bivariate Distributions with Uniform Marginals790 cited
  • 1958Ordinal Measures of Association740 cited
  • 1981On Nonparametric Measures of Dependence for Random Variables601 cited
  • 1986Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données412 cited
  • 1999A Characterization of Quasi-copulas204 cited
  • 1991Thirty Years of Copulas193 cited
  • 2002Distributions With Given Marginals and Statistical Modelling168 cited
  • 1996Measures of Dependence and Tests of Independence96 cited
  • 2010Probability Distributions and Estimation of Ali-Mikhail-Haq Copula35 cited
  • 2007Copula based prediction models: an application to an aortic regurgitation study23 cited

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